+82.5%
O vs TRMB
+109.2%
-26.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.8% |
| 7D | +0.6% | +4.1% | -3.5% | -0.5% |
| 30D | +9.4% | -5.1% | +14.5% | +10.0% |
| 3M | -2.4% | -2.6% | +0.2% | -2.7% |
| 6M | -1.9% | -2.7% | +0.8% | -2.6% |
| YTD | +10.5% | -27.9% | +38.4% | +18.2% |
| 1Y | +10.0% | -29.0% | +39.0% | +17.9% |
| 3Y | +40.5% | +35.0% | +5.5% | +19.0% |
| 5Y | +10.2% | -33.9% | +44.1% | +15.2% |
| 10Y | +82.5% | +106.1% | -23.7% | +17.7% |
| All | +82.5% | +109.2% | -26.7% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling